Preheating is necessary because it ensures that the oven is at the temperature that you want it to be when you start cooking. If you do not preheat, you will probably end up with undercooked food, because you did not actually cook it at the right temperature for the right amount of time.
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Preheating the oven before baking is necessary to ensure the food bakes thoroughly and evenly throughout. It also gives the leavening a head start in rising before the product cooks and sets and since ovens do not preheat at the same rate, it gives a consistency in the timing of recipes.
I'm guessing you mean preheating. Having the oven at the correct temperature creates something called "oven spring" which allows the heat activated leavening to do its job before the product starts to cook.